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Causal mediation analysis of observational data is an important tool for investigating the potential causal effects of medications on disease-related risk factors, and on time-to-death (or disease progression) through these risk factors.…

Accurate cancer risk estimation is crucial to clinical decision-making, such as identifying high-risk people for screening. However, most existing cancer risk models incorporate data from epidemiologic studies, which usually cannot…

Methodology · Statistics 2023-10-26 Lingxiao Wang , Yan Li , Barry Graubard , Hormuzd Katki

Empirical studies with publicly available life tables identify long-range dependence (LRD) in national mortality data. Although the longevity market is supposed to benchmark against the national force of mortality, insurers are more…

Risk Management · Quantitative Finance 2025-03-13 Mei Choi Chiu , Ling Wang , Hoi Ying Wong

Risk of suicide attempt varies over time. Understanding the importance of risk factors measured at a mental health visit can help clinicians evaluate future risk and provide appropriate care during the visit. In prediction settings where…

Survival models are a popular tool for the analysis of time to event data with applications in medicine, engineering, economics, and many more. Advances like the Cox proportional hazard model have enabled researchers to better describe…

Machine Learning · Statistics 2021-02-16 Stefan Groha , Sebastian M Schmon , Alexander Gusev

Recently we developed a new framework in Hirz et al (2015) to model stochastic mortality using extended CreditRisk$^+$ methodology which is very different from traditional time series methods used for mortality modelling previously. In this…

Computational Finance · Quantitative Finance 2015-07-28 Pavel V. Shevchenko , Jonas Hirz , Uwe Schmock

This paper develops a granular regime-switching framework to model mortality deviations from seasonal baseline trends driven by temperature and epidemic shocks. The framework features three states: (1) a baseline state that captures…

Applications · Statistics 2025-03-10 Jens Robben , Karim Barigou , Torsten Kleinow

We introduce a statistical framework for combining data from multiple large longitudinal cardiovascular cohorts to enable the study of long-term cardiovascular health starting in early adulthood. Using data from seven cohorts belonging to…

This paper describes a general approach for stochastic modeling of assets returns and liability cash-flows of a typical pensions insurer. On the asset side, we model the investment returns on equities and various classes of fixed-income…

Risk Management · Quantitative Finance 2020-05-27 Sergio Alvares Maffra , John Armstrong , Teemu Pennanen

Molecular and genomic technological advancements have greatly enhanced our understanding of biological processes by allowing us to quantify key biological variables such as gene expression, protein levels, and microbiome compositions. These…

Methodology · Statistics 2024-06-12 Mingyu Du , Kevin Johnston , Veronica Berrocal , Wei Li , Xiangmin Xu , Zhaoxia Yu

Dependent survival data arise in many contexts. One context is clustered survival data, where survival data are collected on clusters such as families or medical centers. Dependent survival data also arise when multiple survival times are…

Methodology · Statistics 2022-05-12 Malka Gorfine , David M. Zucker

Understanding the underlying causes of maternal death across all regions of the world is essential to inform policies and resource allocation to reduce the mortality burden. However, in many countries there exists very little data on the…

Applications · Statistics 2021-12-09 Monica Alexander , Michael Y. C. Chong , Marija Pejcinovska

We develop a Gaussian process ("GP") framework for modeling mortality rates and mortality improvement factors. GP regression is a nonparametric, data-driven approach for determining the spatial dependence in mortality rates and jointly…

Methodology · Statistics 2018-04-13 Mike Ludkovski , Jimmy Risk , Howard Zail

In the study of life tables the random variable of interest is usually assumed discrete since mortality rates are studied for integer ages. In dynamic life tables a time domain is included to account for the evolution effect of the hazard…

Methodology · Statistics 2021-12-21 Luis E. Nieto-Barajas

Revealing the underlying causal mechanisms in the real world is crucial for scientific and technological progress. Despite notable advances in recent decades, the lack of high-quality data and the reliance of traditional causal discovery…

Machine Learning · Computer Science 2026-02-17 Huaming Du , Tao Hu , Yijie Huang , Yu Zhao , Guisong Liu , Tao Gu , Gang Kou , Carl Yang

Generalized linear latent variable models (GLLVMs) are a class of methods for analyzing multi-response data which has garnered considerable popularity in recent years, for example, in the analysis of multivariate abundance data in ecology.…

Methodology · Statistics 2021-07-07 Pekka Korhonen , Francis K. C. Hui , Jenni Niku , Sara Taskinen

Lower-and-middle income countries are faced with challenges arising from a lack of data on cause of death (COD), which can limit decisions on population health and disease management. A verbal autopsy(VA) can provide information about a COD…

Machine Learning · Computer Science 2022-04-27 Thokozile Manaka , Terence Van Zyl , Alisha N Wade , Deepak Kar

The multilevel model (MLM) is the popular approach to describe dependences of hierarchically clustered observations. A main feature is the capability to estimate (cluster-specific) random effect parameters, while their distribution…

Methodology · Statistics 2021-06-21 Jean-Paul Fox , Wouter Smink

Fulfilling the promise of precision medicine requires accurately and precisely classifying disease states. For cancer, this includes prediction of survival time from a surfeit of covariates. Such data presents an opportunity for improved…

Applications · Statistics 2017-06-22 Shannon R. McCurdy , Annette Molinaro , Lior Pachter

We propose a Bayesian nonparametric approach to the problem of jointly modeling multiple related time series. Our approach is based on the discovery of a set of latent, shared dynamical behaviors. Using a beta process prior, the size of the…

Methodology · Statistics 2011-11-21 Emily B. Fox , Erik B. Sudderth , Michael I. Jordan , Alan S. Willsky